Last quarter we discussed how markets seem to have decoupled. That has continued in Q4 as risk rose in the US (now among the riskiest markets but just around its long-term median) but was flat or fell in others.
Qontigo has made available ISS ESG, Clarity AI and Sustainalytics data within its financial optimizer, Axioma Portfolio Optimizer (APO). Sustainalytics will also be integrated into Axioma Portfolio Analytics (APA) for performance attribution and reporting as well as Axioma Risk Model Machine (RMM), which allows users to create custom risk models.
Yields surge as traders bump up rate-hike expectations; German inflation hits 29-year high, but long-term expectations remain stable; Renewed co-movement of stocks and bonds offsets lower equity volatility.
Investor sentiment in 2021 can be summed-up in one word: “concerned”. Generally speaking, investors know there are only a handful of events that can spark a turning point in a market cycle — and in 2021 most expected tapering to be one of them.
Investor sentiment remains very negative in most markets we track, recovering only slightly in Japan and China last week. Uncertainty levels will likely remain elevated until both inflation and Omicron infection numbers have peaked, and the immediate geopolitical worries are lifted.
To kick off 2022, we are pleased to present an expanded edition of the Weekly Highlights, which includes — among other things — key observations and takeaways for 2021. We will be covering these in even more detail in our Quarterly Equity Highlights webinar, which will take place on January 11, 2021.
At this year’s Risk.net Asia Risk Congress, Olivier d’Assier, Head of Applied Research for APAC and Rick Chau, Head of APAC Sales, discussed investor sentiment and how it should be factored into investors’ decision-making process.